What move does the options market price into Palantir Technologies's report?

Implied ±11.3%, either direction.

How often does Palantir Technologies move more than the options market prices?

3 of the last 8 reports moved at least as far as the implied move.

PLTRNasdaqServices-Prepackaged Software

Palantir Technologies Inc. (PLTR) earnings date, market-implied expected move, and options open interest by expiry

184.18

−12.24 · −6.23%

post 184.65 +0.26%

Closed19:58 ET

Open193.13Volume27.1MMkt cap$442.4BP/E146.55EPS1.26

Day183.34 – 194.7911%52-wk106.37 – 212.9473%

PLTR

Palantir Technologies Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.3%implied · straddle

8Q avg ±14.8%·×0.76·cheap

163.31204.91

spot 184.11exp Nov 6ATM strike 185ATM straddle 24.48IV 120%

Oct 30 close

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

+29.45%

vs ±11.1% implied · ×2.64

shaded = implied · ▲▼ = realized

Aug 3 '26 · confirmed

Implied vs realized

Linked news

38dRCAT · customerRed Cat Celebrates Inaugural Blue Ops Day in Georgia, Marking a Year of Growth in U.S. Maritime Manufacturing

News

Largest filed tie

13F top-10 QoQ

+3.57%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

2,887 managers

Top fund weight

3.11%

PLTR weight · ARKK

N-PORTJul 31 '26

11 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Palantir Technologies (PLTR) is expected to report on Nov 2 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±10.4%
avg realized: ±14.8%

Nov 4 '24Nov 4 '24confirmed±11.4%▲+23.47%×2.07

Feb 3 '25Feb 3 '25confirmed±11.8%▲+23.99%×2.04

May 5 '25May 5 '25confirmed±12.2%▼−12.05%×0.98

Aug 4 '25Aug 4 '25confirmed±10.2%▲+7.85%×0.77

Q3 FY25Nov 3 '25confirmed±8.5%▼−7.94%×0.93

Feb 2 '26Feb 2 '26confirmed±9.4%▲+6.85%×0.73

Q1 FY26May 4 '26confirmed±8.2%▼−6.93%×0.85

Q2 FY26Aug 3 '26confirmed±11.1%▲+29.45%×2.64

quarterimplied−30%0+30%realized×

Q2 FY26±11.1%▲+29.45%×2.64

Q1 FY26±8.2%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 11 expiries · Oct 30 close

0.84OI · 11 expiries · Oct 30 closeP/C open interest · Nov 6 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

63,792+12%Nov 64d76,023+34%

19,750+8%Nov 1311d1.0219,344+12%1.02

166,998−1%Nov 2018d1.01165,996+1%1.01

10,306+85%Nov 2725d1.059,841+97%1.05

3,530+17%Dec 432d0.794,459+8%0.79

6 later expiries

169—Dec 1139d0.85198—0.85

309,4100%Dec 1846d1.41

ExpiryPutsCallsP/C

Nov 64d63,792+12%76,023+34%0.84

Nov 1311d19,750+8%19,344+12%1.02

Nov 2018d166,998−1%165,996+1%1.01

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±11.3%

Funds 4

ARKK±0.4%

XLK±0.2%

QQQ±0.1%

VUG±0.1%

Customers 2

RCAT±7.8%×0.69

VOYG±5.6%×0.50

Dashed = straddle · × = co-movement · max 501dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

55.08%as filednet margin · revenue +18.55% QoQ · +92.83% YoY

Revenue

$1.9B+18.55% QoQ

Gross profit

$1.6B+15.66% QoQ

84.66% margin

Operating income

$912M+20.96% QoQ

47.12% margin

Pre-tax income

$1.1B+21.69% QoQ

Net income

$1.1B+21.63% QoQ

55.08% margin

Cost of revenue

$297M+37.57% QoQ

Operating expenses

$727M+9.63% QoQ

Marketing $340M

SG&A $195M

R&D $193M

Tax

$15M+26.10% QoQ

Other income

$169M+25.81% QoQ

Revenue$1.9B+18.55%

Gross profit

$1.6B+15.66%

84.66% margin

Operating income

$912M+20.96%

47.12% margin

Pre-tax income

$1.1B+21.69%

Net income

$1.1B+21.63%

55.08% margin

Cost of revenue

$297M+37.57%

Operating expenses

$727M+9.63%

Marketing $340M

SG&A $195M

R&D $193M

Other income$169M+25.81%

Tax$15M+26.10%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:45 ET

Intraday

Event sensitivity

NFP ×1.17· ±3.2% vs ±2.7% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.2%6 of 10×1.17

PCEpersonal income & outlays±2.6%11 of 19×0.96

CPROFcorporate profits±2.5%7 of 12×0.91

FOMCrate decision±1.9%13 of 24×0.72

GDPgross domestic product±1.9%12 of 19×0.70

PPIproducer prices±1.9%5 of 11×0.70

CPIconsumer prices±1.9%5 of 11×0.69

Bar = avg |move| to ±4% · tick = ±2.7% avg day · ×base = |move| ÷ ±2.7% · min 6 releases

Earnings history

EPS 0.41 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 3 '26 · confirmed	0.41	—
Q1 FY26	May 4 '26 · confirmed	0.34	—
Q3 FY25	Nov 3 '25 · confirmed	0.18	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod